-1.4%
LOW vs FND
-10.3%
+8.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +10.9% | -3.4% | +2.9% |
| 7D | +15.6% | +12.3% | +3.3% | +10.0% |
| 30D | +28.6% | +14.7% | +13.9% | +21.2% |
| 3M | +5.8% | -12.0% | +17.9% | +10.3% |
| 6M | +3.8% | +10.8% | -6.9% | -1.8% |
| YTD | -2.8% | -12.3% | +9.5% | -0.1% |
| 1Y | -1.4% | -13.4% | +12.0% | +1.3% |
| All | -1.4% | -10.3% | +8.8% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FND wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling